Related papers: Quadratic variation along refining partitions: Con…
In this paper we define a new type of quadratic variation for cylindrical continuous local martingales on an infinite dimensional spaces. It is shown that a large class of cylindrical continuous local martingales has such a quadratic…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
We study how to construct a stochastic process on a finite interval with given `roughness' and finite joint moments of marginal distributions. We first extend Ciesielski's isomorphism along a general sequence of partitions, and provide a…
We show that by adding a quadratic phase to an initial arbitrary wavefunction, its free evolution maintains an invariant structure while it spreads by the action of an squeeze operator. Although such invariance is an approximation, we show…
We propose a geometric explanation for the observation that generic quadratic polynomials over split quaternions may have up to six different factorizations while generic polynomials over Hamiltonian quaternions only have two. Split…
In this paper we introduce flat grafting as a deformation of quadratic differentials on a surface of finite type that is analogous to the grafting map on hyperbolic surfaces. Flat grafting maps are generic in the strata structure and…
Quadratic descent of hermitian and skew hermitian forms over division algebras with involution of the first kind in arbitrary characteristic is investigated and a criterion, in terms of systems of quadratic forms, is obtained. A refined…
We introduce a class of Gaussian processes with stationary increments which exhibit long-range dependence. The class includes fractional Brownian motion with Hurst parameter H>1/2 as a typical example. We establish infinite and finite past…
In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define…
This dissertation presents a multifaceted look into the structural decomposition of permutation classes. The theory of permutation patterns is a rich and varied field, and is a prime example of how an accessible and intuitive definition…
Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…
We consider the distribution of quadratic Gauss paths, polygonal paths joining partial sums of quadratic Gauss sums to square-free fundamental discriminant moduli in a dyadic range [Q,2Q]. We prove that this striking ensemble converges in…
Extensions of a set partition obtained by imposing bounds on the size of the parts and the coloring of some of the elements are examined. Combinatorial properties and the generating functions of some counting sequences associated with these…
We characterize positive definiteness for some family of matrices. As an application we derive explicit value of the quadratic embedding constants of the path graphs.
In this paper, we prove that any two birational projective varieties with finite quotient singularities can be realized as two geometric GIT quotients of a non-singular projective variety by a reductive algebraic group. Then, by applying…
Lattice networks with dissipative interactions are often employed to analyze materials with discrete micro- or meso-structures, or for a description of heterogeneous materials which can be modelled discretely. They are, however,…
We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…
We consider a new class of quaternionic mappings, associated with the spatial partial differential equations. We describe all mappings from this class using four analytic functions of the complex variable.
The u-invariant of a field is the supremum of the dimensions of anisotropic quadratic forms over the field. We define corresponding u-invariants for hermitian and generalised quadratic forms over a division algebra with involution in…
We construct a canonical geometric rough path over $d$-dimensional tempered fractional Brownian motion (tfBm) for any Hurst parameter $H > 1/4$ and tempering parameter $\lambda > 0$. The main challenge stems from the non-homogeneous nature…